+330.2%
LOW vs ARKK
+358.9%
-28.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | -0.6% | +1.4% | -2.0% | -1.1% |
| 30D | -9.3% | +5.1% | -14.4% | -11.0% |
| 3M | -8.1% | +12.7% | -20.8% | -12.2% |
| 6M | -19.8% | +13.8% | -33.6% | -24.0% |
| YTD | -16.4% | +9.9% | -26.3% | -20.3% |
| 1Y | -24.7% | +10.4% | -35.1% | -29.1% |
| 3Y | -8.8% | +93.6% | -102.4% | -33.3% |
| 5Y | +7.8% | -29.4% | +37.1% | +10.1% |
| 10Y | +233.8% | +336.9% | -103.0% | +33.5% |
| All | +330.2% | +358.9% | -28.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARKK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling